magicJack VocalTec Ltd GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, November 14th, 2018):
1 Day
42.29%
1 Week
44.05%
1 Month
50.50%
Analysis last updated: Monday, March 1, 2021 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3026 | 14.58 | |
| 0.0765 | 7.44 | |
| 0.8999 | 155.55 | |
| 0.0472 | 2.12 |
Estimation Period:
Feb 8, 1996 to Nov 9, 2018
Feb 8, 1996 to Nov 9, 2018
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